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updated —Funding Arbitrage Backtester
Size per leg$
R-trip cost
on +$10000.00 per leg · +$20000.00 turnover · funding covers it in ~0.1d
⚠Slippage not modeled — actual cost may differ
Funding ArbitrageLooking at price convergence? → /price-pair
Current Net APR · Snapshot
+533.51%
30d Period Avg−58.62%
swing±191.20%
LONG Crypto.com · nowURNMUSD-PERP
−164.68%
30d avg:+70.67%
SHORT grvt · nowURNM_USDT_Perp
+368.83%
30d avg:+12.05%
Entry Spread Now
+0.125%
In your favorL 47.8200 · S 47.8800+$12.55 if it converges
24h range −0.02%…+0.25% · median +0.08%
Long pays every1hShort pays every8h
LONGmaker0.020%/taker0.050%SHORTmaker0.010%/taker0.050%
Loading Funding History…
↗Total PnL
−$327.45
−3.27%
$Avg Daily PnL
−$10.25
−0.1025%
★Best Day
+$16.21
Sep 23
◎Open Interest
⚡Funding APR
−37.41%
annualized · funding only
⚠Execution Cost
−$20.00
entry + exit fees
⏱Payback
never
to break even
◧24h Volume
Loading Cumulative PnL…
How it works: Funding PnL is bucketed daily from real settlement history. Execution Cost = round-trip taker fees + fees only (orderbook snapshot stale) on both legs (−$20.00 for size $10,000). Slippage scales nonlinearly with position size — try a larger size to see thin upper levels run out.